+313.4%
IVV vs ESI
+323.9%
-10.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | 0.0% |
| 7D | -0.9% | +1.8% | -2.7% | -1.5% |
| 30D | -2.3% | -6.6% | +4.2% | -0.6% |
| 3M | -1.2% | -9.4% | +8.2% | +1.1% |
| 6M | +3.3% | -24.1% | +27.4% | +10.6% |
| YTD | +12.3% | +37.1% | -24.8% | -2.8% |
| 1Y | +12.5% | +24.5% | -12.0% | +0.4% |
| 3Y | +79.2% | +83.2% | -4.0% | +36.2% |
| 5Y | +75.6% | +44.0% | +31.7% | +41.8% |
| 10Y | +313.4% | +332.8% | -19.5% | +128.9% |
| All | +313.4% | +323.9% | -10.5% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling